Kennisbank

Kennisbank • Malcolm Kemp

Systemic Risk and Financial Stability

The 2008 Global Financial Crisis (GFC) introduced into common financial speech the term systemic risk. For the EU this is commonly taken as ‘a risk of disruption of the financial system with the potential to have serious negative consequences for the internal market and the real economy’.

Magazine De Actuaris EIOPA Europese Unie Risico Finance
Kennisbank • drs. Pieter Bouwknegt AAG

Herverzekering: toenemende regelgeving?

Het heeft het nieuws waarschijnlijk niet gehaald. Het is en blijft voor actuarissen wel relevant. Dus het haalt wel De Actuaris. Op 4 oktober 2023 is de Wijzigingswet financiële markten 2024 ingediend bij de Tweede Kamer.

Wet- en regelgeving Magazine De Actuaris Toezicht EIOPA Herverzekeren
Kennisbank • Willem Stegink, Tjemme van der Meer

Setting a Cost-of-Capital for IFRS 17 – methodology

For IFRS 17, a ‘Risk Adjustment’ (RA) is part of the valuation of technical liabilities to value non-financial risk. To determine this RA, different approaches are allowed like a Cost-of-Capital (CoC) approach or a (tail) Value-at-Risk approach.

Risk Management Magazine De Actuaris Solvency II IFRS Europa EIOPA
Kennisbank • Jennifer Baker

Looking ahead

Petra Hielkema took up her five-year term as the Chairperson of the European Insurance and Occupational Pensions Authority (EIOPA) last September. Prior to this, she was director for insurance supervision at the Dutch central bank, where she was responsible for the prudential supervision of the Dutch insurance sector. Now, after six months in the job, she looks to the future and what’s needed in the sector.

Magazine De Actuaris Solvency II Toezicht EIOPA Insurance
Kennisbank • Louis de Louvencourt MSc IA, Henry Daha MSc AAG

EIOPAs tasks in the supervision of Internal Models

An internal model is an alternative method to calculate the Solvency Capital Requirements (SCR) when the standard formula (SF) does not appropriately capture the underlying risks.

Modelleren Magazine De Actuaris Toezicht EIOPA
Kennisbank • dr. Mario Zacharias, Daniel Teetz MSc, Yoeri Arnoldus MSc AAG

Climate Transition Risk - A Quantitative Impact Study for ORSA Scenarios

Since the Paris Agreement, climate change is gaining attention by the day. In the financial sector, legislative and regulatory bodies are at the forefront of developments.

Risk Management Magazine De Actuaris ESG EIOPA Climate Transition
Kennisbank • Jennifer Baker

The opinion of Gabriel Bernardino, Moving to green: how insurance is the risk manager of society

As he approaches the end of his tenure as Chairman of the European Insurance and Occupational Pensions Authority (EIOPA), De Actuaris caught up with Gabriel Bernardino to find out his views on sustainability and the future of insurance.

Risk Management Magazine De Actuaris EIOPA Insurance Sustainability
Kennisbank • Paul Verloop MSc CFA, drs. Pieter Bouwknegt AAG

De impact van de IBOR-transitie op de Solvency II curve

De actuaris disconteert. Toekomstige pensioen- of verzekeringskasstromen… het maakt niet uit, ze worden gedisconteerd. De actuaris weet niet beter. Maar op welke rente? Dat was vroeger 4%. Die tijden zijn voorbij, een veelheid van curves staat de actuaris ter beschikking.

Verzekeringen Magazine De Actuaris Solvency II Actuarissen EIOPA
Kennisbank

Europa en Solvency II: Een level playing field of toch een ongemakkelijk keurslijf?

Solvency II is nu bijna vier jaar van kracht als prudentiële wetgeving voor de meeste verzekeraars die in Europa verzekeringen verkopen.

Verzekeringen Magazine De Actuaris Solvency II EIOPA Europese Unie